Gang-Jin Wang : Citation Profile

Are you Gang-Jin Wang?

Hunan University

8

H index

6

i10 index

123

Citations

RESEARCH PRODUCTION:

17

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 20
   Journals where Gang-Jin Wang has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 9 (6.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa614
   Updated: 2018-08-11    RAS profile: 2018-08-04    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gang-Jin Wang.

Is cited by:

Krištoufek, Ladislav (5)

Gamba, Santiago (4)

Gomez-Gonzalez, Jose (4)

Melo-Velandia, Luis (4)

Guangxi, Cao (3)

Ferreira, Paulo (3)

Gkillas (Gillas), Konstantinos (2)

GUPTA, RANGAN (1)

Antonakakis, Nikolaos (1)

Yoon, Seong-Min (1)

He, Ling-Yun (1)

Cites to:

Mantegna, Rosario (45)

lucey, brian (13)

Engle, Robert (10)

Yilmaz, Kamil (8)

Tabak, Benjamin (8)

Wang, Yudong (7)

Diebold, Francis (7)

Granger, Clive (6)

Batten, Jonathan (6)

Zhou, Hao (6)

He, Ling-Yun (5)

Main data

Where Gang-Jin Wang has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications9
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Gang-Jin Wang (2018 and 2017)

YearTitle of citing document
2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2018A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

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2017The q-dependent detrended cross-correlation analysis of stock market. (2017). Zhao, Longfeng ; Stanley, Eugene H ; Wang, Yougui ; Podobnik, Boris ; Fenu, Andrea ; Li, Wei. In: Papers. RePEc:arx:papers:1705.01406.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). , . In: Papers. RePEc:arx:papers:1707.05552.

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2018Multi-layered network structure: Relationship between financial and macroeconomic dynamics. (2018). Sharma, Kiran ; Chakraborti, Anirban ; Chakrabarti, Anindya S. In: Papers. RePEc:arx:papers:1805.06829.

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2018State and Network Structures of Stock Markets around the Global Financial Crisis. (2018). Lee, Jaewoo ; Nobi, Ashadun. In: Papers. RePEc:arx:papers:1806.04363.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; de Gracia, Fernando Perez ; Gabauer, David ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray ; Bilgin, Mehmet Huseyin . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2017Stock market volatility spillovers: Evidence for Latin America. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:207-216.

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2018Risk transmitters and receivers in global currency markets. (2018). Hussain, Syed Jawad ; Ur, Mobeen ; Bekiros, Stelios ; Arreola-Hernandez, Jose. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9.

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2018Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach. (2018). Jin, Xiaoye. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:202-212.

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2017Price forecasting in the precious metal market: A multivariate EMD denoising approach. (2017). He, Kaijian ; Chen, Yanhui. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:9-24.

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2017Long memory of abnormal investor attention and the cross-correlations between abnormal investor attention and trading volume, volatility respectively. (2017). Zhuang, Xintian ; Yuan, Ying ; Fan, Xiaoqian ; Jin, Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:323-333.

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2017Asymmetric joint multifractal analysis in Chinese stock markets. (2017). Chen, Yuwen ; Zheng, Tingting . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:10-19.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017The behaviour of share returns of football clubs: An econophysics approach. (2017). Ferreira, Paulo ; Nunes, Jose Rato ; Dionisio, Andreia ; Loures, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:136-144.

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2017The dynamic interdependence of international financial markets: An empirical study on twenty-seven stock markets. (2017). Zhang, Xingwei ; Zheng, Xiaolong ; Zeng, Daniel Dajun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:32-42.

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2017Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA. (2017). Lu, Xinsheng ; Ge, Jintian ; Sun, Xinxin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:144-161.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone. (2017). Ferreira, Paulo ; Zebende, G F ; Dionisio, A ; Guedes, E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:38-47.

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2017Financial networks based on Granger causality: A case study. (2017). Papana, Angeliki ; Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:65-73.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:397-407.

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2018Multiplex network analysis of employee performance and employee social relationships. (2018). Cai, Meng ; Stanley, Eugene H ; Cui, Ying ; Wang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1-12.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Early warning model based on correlated networks in global crude oil markets. (2018). Xie, Wen-Jie ; Yu, Jia-Wei ; Jiang, Zhi-Qiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1335-1343.

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2018ρDCCA applied between air temperature and relative humidity: An hour/hour view. (2018). Zebende, G F ; Castro, A P ; Silva, A M ; Brito, A A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:17-26.

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2018Influence of individual rationality on continuous double auction markets with networked traders. (2018). Zhang, Junhuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:353-392.

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2018Statistical test for ΔρDCCA cross-correlation coefficient. (2018). Guedes, E F ; Zebende, G F ; da Silva, A M ; de Castro, A. P. N., ; Fernandez, B F ; Oliveira, F M ; Brito, A A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:134-140.

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2018A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility. (2018). Ko, Bonggyun ; Song, Jae Wook . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:398-412.

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2018Distribution of individual status in the invisibility similarity network of new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:426-434.

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2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market. (2018). Wen, Danyan ; Wang, Senzhang ; Ma, Chaoqun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:903-918.

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2018Herding boosts too-connected-to-fail risk in stock market of China. (2018). Lu, Shan ; Ren, Ruoen ; Wang, Huiwen ; Zhao, Jichang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:945-964.

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2018Stock market as temporal network. (2018). Zhao, Longfeng ; Stanley, Eugene H ; Li, Wei ; Bao, Weiqi ; Wang, Mingang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1104-1112.

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2018Collective behavior of cryptocurrency price changes. (2018). Stosic, Darko ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:499-509.

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2017Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation. (2017). Iqbal, Javed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:1-17.

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2017Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Diesting, Florent ; Sehgal, Sanjay ; Pandey, Piyush. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:173-190.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2018Financial Credit Risk and Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; McAleer, Michael ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:109056.

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2018Topological Network Analysis Based on Dissimilarity Measure of Multivariate Time Series Evolution in the Subprime Crisis. (2018). Kazemilari, Mansooreh ; Mohamadi, Ali. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:47-:d:144756.

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2018Cooperation Modes of Operations and Financing in a Low-Carbon Supply Chain. (2018). Yang, Lei ; Ji, Jingna ; Chen, Yufan . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:821-:d:136443.

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2018Assessing the Credit Risk of Corporate Bonds Based on Factor Analysis and Logistic Regress Analysis Techniques: Evidence from New Energy Enterprises in China. (2018). Liu, Yuanxin ; Zhou, Dong ; Yuan, Jiahai. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1457-:d:145006.

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2017Analysis of the Dynamic Evolutionary Behavior of American Heating Oil Spot and Futures Price Fluctuation Networks. (2017). Chen, Huan ; Zhen, Zaili ; Wang, Minggang ; Tian, Lixin. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:574-:d:95419.

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2017Technology Credit Scoring Based on a Quantification Method. (2017). Ju, Yong Han ; Young, SO. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:6:p:1057-:d:101868.

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2017A Credit Scoring Model for SMEs Based on Accounting Ethics. (2017). Kyeong, BO ; Young, SO. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:9:p:1588-:d:111035.

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2018State and Network Structures of Stock Markets Around the Global Financial Crisis. (2018). Lee, Jaewoo ; Nobi, Ashadun. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9672-x.

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2017Statistical Procedures for Stock Markets Network Structures Identification. (2017). Kalyagin, V ; Pardalos, P ; Koldanov, P. In: Journal of the New Economic Association. RePEc:nea:journl:y:2017:i:35:p:33-52.

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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; GUPTA, RANGAN ; Cunado, Juncal ; Tiwari, Aviral Kumar. In: Working Papers. RePEc:pre:wpaper:201780.

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2018Optimal decision for the market graph identification problem in a sign similarity network. (2018). Kalyagin, V A ; Pardalos, P M ; Koldanov, P A. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2491-6.

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2017A Financial Connectedness Analysis for Turkey. (2017). Camlica, Ferhat ; Ozen, Etkin ; Gunes, Didem . In: Working Papers. RePEc:tcb:wpaper:1719.

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2018Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500. (2018). Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:012018.

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Works by Gang-Jin Wang:

YearTitleTypeCited
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
[Full Text][Citation analysis]		paper0
2016Joint multifractal analysis based on wavelet leaders In: Papers.
[Full Text][Citation analysis]		paper1
2017Stock market as temporal network In: Papers.
[Full Text][Citation analysis]		paper2
2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper0
2018Interconnectedness and systemic risk of Chinas financial institutions In: Emerging Markets Review.
[Full Text][Citation analysis]		article0
2016Who are the net senders and recipients of volatility spillovers in China’s financial markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2017Stock market contagion during the global financial crisis: A multiscale approach In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article16
2013Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article16
2013Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
2015Correlation structure and dynamics of international real estate securities markets: A network perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2018Cross-correlations and influence in world gold markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2018The cooling-off effect of price limits in the Chinese stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2018Stock market as temporal network In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2016Extreme risk spillover effects in world gold markets and the global financial crisis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article10
2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models In: Sustainability.
[Full Text][Citation analysis]		article5
2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks In: Computational Economics.
[Full Text][Citation analysis]		article5
2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article5
2017Extreme risk spillover network: application to financial institutions In: Quantitative Finance.
[Full Text][Citation analysis]		article9

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